REPORT DATE: 4/5/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

8,026

1.8

11,600

2.6

438,769

NON U.S.

24,716

5.6

5,846

1.3

13

32,742

7.5

17,446

4.0

CBT WHEAT-HRW

U.S.

4,798

2.3

3,949

1.9

210,844

NON U.S.

5,521

2.6

3,567

1.7

9

10,319

4.9

7,516

3.6

CBT CORN

U.S.

39,804

2.8

13,092

0.9

1,439,814

NON U.S.

62,341

4.3

933

0.1

12

102,145

7.1

14,025

1.0

CBT SOYBEANS

U.S.

16,704

2.2

452

0.1

772,217

NON U.S.

34,056

4.4

7,619

1.0

13

50,760

6.6

8,071

1.0

CBT SOYBEAN OIL

U.S.

7,101

1.5

1,397

0.3

473,147

NON U.S.

18,701

4.0

2,367

0.5

10

25,802

5.5

3,764

0.8

CBT U.S. TREASURY BONDS

U.S.

2,828

0.5

4,333

0.8

517,225

NON U.S.

545

0.1

0

0.0

5

3,373

0.7

4,333

0.8

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

2,679

4.8

1,631

2.9

56,384

NON U.S.

1,596

2.8

325

0.6

5

4,275

7.6

1,956

3.5

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

16,302

4.3

1,304

0.3

382,411

NON U.S.

4

17,672

4.6

5

0.00

8

33,974

8.9

1,309

0.3

NYME GULF COAST ULSD SWAP

U.S.

111

2.5

1,019

23.0

4,428

NON U.S.

96

2.2

231

5.2

5

207

4.7

1,250

28.2

NYME UP DOWN GC ULSD VS HO SPR

U.S.

1,551

2.9

2,212

4.1

53,780

NON U.S.

3,510

6.5

3

0.00

6

5,061

9.4

2,215

4.1

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

12,083

0.3

1,138,570

27.0

4,222,598

NON U.S.

9

36,354

0.9

794,963

18.8

13

48,437

1.1

1,933,533

45.8

IFED NATURAL GAS PENULTIMATE ICE

U.S.

13,322

5.0

27,931

10.4

268,623

NON U.S.

11,018

4.1

3,530

1.3

8

24,340

9.1

31,461

11.7

IFED NWP ROCKIES FIN BASIS

U.S.

302

0.1

49,884

23.3

214,145

NON U.S.

1,299

0.6

56,170

26.2

9

1,601

0.7

106,054

49.5

IFED AECO FIN BASIS

U.S.

16,673

2.4

784

0.1

695,334

NON U.S.

17,106

2.5

391,496

56.3

9

33,779

4.9

392,280

56.4

IFED CHICAGO FIN BASIS

U.S.

4,193

1.4

13,100

4.5

293,203

NON U.S.

0

0.0

52,996

18.1

9

4,193

1.4

66,096

22.5

IFED HSC FIN BASIS

U.S.

17,445

6.3

28,220

10.2

277,678

NON U.S.

15,925

5.7

19,222

6.9

7

33,370

12.0

47,442

17.1

IFED WAHA FIN BASIS

U.S.

0

0.0

9,250

7.5

123,197

NON U.S.

0

0.0

16,952

13.8

5

0

0.0

26,202

21.3

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

0

0.0

25,848

26.0

99,447

NON U.S.

0

0.0

12,201

12.3

5

0

0.0

38,049

38.3

IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)

U.S.

14,868

9.2

10,501

6.5

161,413

NON U.S.

22,200

13.8

12,956

8.0

6

37,068

23.0

23,457

14.5

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

43

0.0

49,243

15.7

313,776

NON U.S.

27,802

8.9

35,750

11.4

8

27,845

8.9

84,993

27.1

IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS

U.S.

699

1.0

4,596

6.4

72,047

NON U.S.

4,801

6.7

12,281

17.0

5

5,500

7.6

16,877

23.4

IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

U.S.

6,410

12.4

856

1.7

51,515

NON U.S.

4,767

9.3

0

0.0

5

11,177

21.7

856

1.7

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

986

0.7

5,693

4.0

142,159

NON U.S.

4,817

3.4

13,418

9.4

5

5,803

4.1

19,111

13.4

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

11,266

13.0

910

1.0

86,667

NON U.S.

10,076

11.6

0

0.0

5

21,342

24.6

910

1.0

NYME NATURAL GAS

U.S.

4

34,423

3.1

38,767

3.5

1,094,070

NON U.S.

10

34,302

3.1

24,478

2.2

14

68,725

6.3

63,245

5.8

NYME TRANSCO ZONE 4 BASIS SWAP

U.S.

3,178

8.6

856

2.3

37,145

NON U.S.

4,861

13.1

8,192

22.1

5

8,039

21.6

9,048

24.4

NYME HENRY HUB LAST DAY FIN

U.S.

9,237

3.4

31,243

11.5

272,694

NON U.S.

16,465

6.0

24,488

9.0

7

25,702

9.4

55,731

20.4

NYME HENRY HUB PENULTIMATE FIN

U.S.

8,643

8.4

1,573

1.5

103,478

NON U.S.

7,784

7.5

5,740

5.5

7

16,427

15.9

7,313

7.1

CBT SOYBEAN MEAL

U.S.

4,388

1.2

5,341

1.4

379,901

NON U.S.

17,513

4.6

1,497

0.4

11

21,901

5.8

6,838

1.8

ICUS COTTON NO. 2

U.S.

3,937

1.8

660

0.3

222,515

NON U.S.

18,960

8.5

1,376

0.6

13

22,897

10.3

2,036

0.9

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

1,983

2.7

6,036

8.1

74,506

NON U.S.

11,473

15.4

39,812

53.4

6

13,456

18.1

45,848

61.5

NYME HENRY HUB SWAP

U.S.

13,745

1.0

362,017

25.7

1,409,418

NON U.S.

47,876

3.4

478,104

33.9

10

61,621

4.4

840,121

59.6

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

39,105

12.5

14,667

4.7

313,717

NON U.S.

56,934

18.1

15,334

4.9

10

96,039

30.6

30,001

9.6

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

16,471

1.7

6,843

0.7

992,726

NON U.S.

16

12,149

1.2

28,391

2.9

21

28,620

2.9

35,234

3.5

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

8

37,447

1.4

2,462

0.1

2,689,476

NON U.S.

11

25,982

1.0

24,717

0.9

19

63,429

2.4

27,179

1.0

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

11,832

0.5

12,123

0.5

2,445,959

NON U.S.

8

23,420

1.0

29,903

1.2

12

35,252

1.4

42,026

1.7

CBT 30-DAY FEDERAL FUNDS

U.S.

6

118,986

13.9

101,831

11.9

855,670

NON U.S.

15

19,891

2.3

45,012

5.3

21

138,877

16.2

146,843

17.2

CME LEAN HOGS

U.S.

2,062

0.9

749

0.3

226,021

NON U.S.

12,195

5.4

773

0.3

9

14,257

6.3

1,522

0.7

CME LIVE CATTLE

U.S.

2,097

0.7

578

0.2

283,032

NON U.S.

11,506

4.1

702

0.2

9

13,603

4.8

1,280

0.5

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

1,829

1.6

15,654

13.8

113,617

NON U.S.

351

0.3

2,943

2.6

5

2,180

1.9

18,597

16.4

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

0

0.0

1,593

10.7

14,951

NON U.S.

7,776

52.0

0

0.0

5

7,776

52.0

1,593

10.7

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

7,426

1.6

40,274

8.9

451,663

NON U.S.

7,298

1.6

5,433

1.2

17

14,724

3.3

45,707

10.1

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

1,244

18.0

670

9.7

6,911

NON U.S.

1,101

15.9

207

3.0

10

2,345

33.9

877

12.7

ICEU WTI 1st Line-Brent 1st Line

U.S.

3,315

5.2

1,415

2.2

64,055

NON U.S.

30

0.0

6,660

10.4

5

3,345

5.2

8,075

12.6

ICEU ARGUS WTI Mid/WTI TRADE MONTH

U.S.

32

0.1

4,756

12.6

37,849

NON U.S.

0

0.0

8,941

23.6

5

32

0.1

13,697

36.2

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

43,133

2.4

120,149

6.8

1,773,774

NON U.S.

17

86,298

4.9

141,248

8.0

21

129,431

7.3

261,397

14.7

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

1,921

1.6

13,360

11.1

120,623

NON U.S.

1,896

1.6

35,105

29.1

8

3,817

3.2

48,465

40.2

NYME WTI-BRENT CALENDAR SWAP

U.S.

0

0.0

8,958

13.2

67,844

NON U.S.

420

0.6

5,640

8.3

6

420

0.6

14,598

21.5

NYME BRENT (ICE) CALENDAR SWAP

U.S.

728

4.9

2,027

13.7

14,838

NON U.S.

1,442

9.7

2,126

14.3

9

2,170

14.6

4,153

28.0

NYME ARGUS LLS VS WTI TRADE MONTH

U.S.

435

2.7

730

4.6

15,953

NON U.S.

635

4.0

1,183

7.4

5

1,070

6.7

1,913

12.0

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

150

0.9

210

1.3

16,002

NON U.S.

4,450

27.8

3,866

24.2

6

4,600

28.7

4,076

25.5

ICUS COCOA

U.S.

1,401

0.6

398

0.2

234,720

NON U.S.

6,956

3.0

2,955

1.3

10

8,357

3.6

3,353

1.4

NYME PALLADIUM

U.S.

4

581

2.6

2,918

12.8

22,736

NON U.S.

15

1,533

6.7

3,863

17.0

19

2,114

9.3

6,781

29.8

NYME PLATINUM

U.S.

4

96

0.2

7,788

13.9

55,898

NON U.S.

16

2,892

5.2

11,535

20.6

20

2,988

5.3

19,323

34.6

ICUS SUGAR NO. 11

U.S.

19,507

2.3

215

0.0

865,816

NON U.S.

43,564

5.0

12,585

1.5

11

63,071

7.3

12,800

1.5

ICUS COFFEE C

U.S.

2,042

1.0

251

0.1

197,959

NON U.S.

10,363

5.2

2,354

1.2

17

12,405

6.3

2,605

1.3

CMX SILVER

U.S.

5

6,013

3.3

23,905

13.3

179,913

NON U.S.

15

7,549

4.2

37,474

20.8

20

13,562

7.5

61,379

34.1

CMX COPPER-GRADE #1

U.S.

4

8,786

4.6

0

0.0

192,906

NON U.S.

10

13,858

7.2

1,089

0.6

14

22,644

11.7

1,089

0.6

CMX GOLD

U.S.

5

11,099

2.3

88,208

18.6

474,094

NON U.S.

17

22,788

4.8

93,900

19.8

22

33,887

7.1

182,108

38.4

CME RUSSIAN RUBLE

U.S.

235

0.9

2,150

7.9

27,289

NON U.S.

14,869

54.5

10,674

39.1

5

15,104

55.3

12,824

47.0

CME MEXICAN PESO

U.S.

0

0.0

8,330

7.3

113,872

NON U.S.

50,885

44.7

8,278

7.3

7

50,885

44.7

16,608

14.6

CME BRITISH POUND STERLING

U.S.

18,758

7.6

1,071

0.4

247,586

NON U.S.

17,056

6.9

0

0.0

6

35,814

14.5

1,071

0.4

CME JAPANESE YEN

U.S.

223

0.1

5,032

3.0

166,831

NON U.S.

4,729

2.8

470

0.3

7

4,952

3.0

5,502

3.3

CME EURO FX

U.S.

14,351

4.2

6,837

2.0

338,533

NON U.S.

33,172

9.8

4,508

1.3

13

47,523

14.0

11,345

3.4

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

8,594

2.2

7,081

1.8

396,480

NON U.S.

6

12,485

3.1

707

0.2

10

21,079

5.3

7,788

2.0

E VIX FUTURES

U.S.

4,180

1.1

535

0.1

395,270

NON U.S.

50,482

12.8

4,389

1.1

9

54,662

13.8

4,924

1.2

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

889

0.8

525

0.5

112,947

NON U.S.

2,915

2.6

48

0.0

6

3,804

3.4

573

0.5

CME 3-MONTH EURODOLLARS

U.S.

8

2,060,949

20.5

911,268

9.1

10,035,176

NON U.S.

36

698,303

7.0

476,507

4.7

44

2,759,252

27.5

1,387,775

13.8

CME E-MINI S&P 500 STOCK INDEX

U.S.

4

15,499

0.5

8,556

0.3

2,867,791

NON U.S.

19

46,617

1.6

34,043

1.2

23

62,116

2.2

42,599

1.5

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

4

533

0.2

736

0.3

216,778

NON U.S.

8

4,519

2.1

838

0.4

12

5,052

2.3

1,574

0.7

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

145

0.0

1,410

0.4

376,108

NON U.S.

5,009

1.3

927

0.2

9

5,154

1.4

2,337

0.6

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

0

0.0

705

1.0

72,198

NON U.S.

1,899

2.6

0

0.0

5

1,899

2.6

705

1.0

ICUS MSCI EAFE MINI INDEX

U.S.

1,101

0.6

0

0.0

190,842

NON U.S.

6,320

3.3

693

0.4

8

7,421

3.9

693

0.4

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

1,098

0.2

2,192

0.4

593,509

NON U.S.

13

15,703

2.6

52,437

8.8

17

16,801

2.8

54,629

9.2

CME EURO FX/BRITISH POUND XRATE

U.S.

0

0.0

6,000

18.5

32,492

NON U.S.

1,403

4.3

1,545

4.8

6

1,403

4.3

7,545

23.2

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

3,263

11.5

0

0.0

28,400

NON U.S.

3,922

13.8

0

0.0

6

7,185

25.3

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

532

3.2

2,141

13.0

16,422

NON U.S.

3,280

20.0

362

2.2

6

3,812

23.2

2,503

15.2

NYME NAPHTHA CRACK SPR SWAP

U.S.

62

0.7

981

10.5

9,304

NON U.S.

117

1.3

267

2.9

5

179

1.9

1,248

13.4

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

320

2.5

1,095

8.4

12,983

NON U.S.

4,581

35.3

48

0.4

6

4,901

37.7

1,143

8.8